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Re: [Help-glpk] Addding an extra constraint to the problem-more calrific

From: Andrew Makhorin
Subject: Re: [Help-glpk] Addding an extra constraint to the problem-more calrification
Date: Sat, 17 Jul 2004 03:42:35 +0400

> I was working with problem lp (m constraints, n variables). Suppose at
>certain stage of primal simplex method I have a simplex tableau representing 
>a feasible solution x* of the problem. Now I want to add 
>one more constraint ax>=b which is satisfied by x*. The new problem 
>lp' will have (m+1 constraints, n variables). At the end I want to have 
>a simplex tableau which has the same feasible solution x* (basis will 
>contain the previoius basic variables and the new slack veriables). 
>From now on I want to work with lp' from that basis removing the problem 
>Can anyone tell me how it can be done quickly 
>using some glpk callable routine? 

Use the following call sequence:

   i = lpx_add_rows(lp, 1);
   lpx_set_row_bnds(lp, i, LPX_LO, <b>, 0.0);
   len = ...; ind[...] = ...; val[...] = ...;
   lpx_set_mat_row(lp, i, len, ind, val);

Once new row has been added, it becomes basic, so the current basis
remains valid. If you need to compute all basic solution components for
the current basis, call lpx_warm_up. If you need to re-optimize, call
lpx_simplex. In the latter case the solver starts from the current
basis, so re-optimization is performed very quickly.

Andrew Makhorin

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